Unless you manually changed comskip.ini, you're not yet getting EDL files at all. They are not a default action. You need to edit or add "output_edl=1" (no quotes). There's also an EDLX setting, but I don't know what purpose EDLX files serve.
Neither comskip nor MCEBuddy has a specific configurable destination for EDL files that I found, and for me they are generated in the same location chosen for the conversion task. Under Expert Setting for the conversion task, also enable Skip Cutting Ads,
which I think might be required to ensure such files remain afterward.